کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156315 958820 2008 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The coding complexity of diffusion processes under Lp[0,1]Lp[0,1]-norm distortion
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
The coding complexity of diffusion processes under Lp[0,1]Lp[0,1]-norm distortion
چکیده انگلیسی

We investigate the high resolution quantization and entropy coding problem for solutions of stochastic differential equations under Lp[0,1]Lp[0,1]-norm distortion. We find explicit high resolution formulas in terms of the average diffusion coefficient seen by the process. The proof is based on a decoupling method introduced in a former article by the author. Given that link it remains to analyze the coding problem for a concatenation of Wiener processes and to solve the corresponding rate allocation problem.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 118, Issue 6, June 2008, Pages 938–951
نویسندگان
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